Your Current Location : Fund Card : Risk Analysis |
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HDFC Capital Builder Value Fund (G) |
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[Equity: Value] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
HDFC Capital Builder Value Fund (G) |
13.08% |
0.3558 |
12.8881% |
42.6829% |
0.0713 |
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High Watermark Gain Stream (%) |
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Maximum Drawdown Loss Stream (%) |
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Gain Loss Ratio = 0.00 |
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Broader Benchmark Relative Metrics (Single Computation - last 3 years) |
Scheme Name |
Alpha |
Beta |
Treynor
Ratio |
Tracking
Error |
Information
Ratio |
HDFC Capital Builder Value Fund (G) |
6.4723% |
0.9876 |
0.0619 |
6.0115% |
1.5754 |
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Up Capture v/s Down Capture |
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